Then install the game as normal.
Nothing else should be required. Feel free to experiment, but if something breaks, be sure to try this before asking for help.

Thanks to Andrew Richards and Ursan Marius Bogdan for the gdiplus tip.

Game update fails

The game update may fail, sometimes several times; simply click 'update' again to resume from where you left off, and it will eventually finish.

With recent versions of the NFS World launcher, clicking the update button has no effect. (This does not appear to be a problem with Wine; the same thing happens in Windows.) Closing and relaunching the game sometimes helps, but a more effective (and faster) way to work around this it to copy the game data over from a working Windows installation.

Fatal Error

Occasionally a fatal error may occur during the startup of the launcher. A (Windows) error box will pop up, with options to show details, quit, or continue. If continue is pressed, another identical error will pop up immediately. To fix this, instead press quit, then relaunch the game.